Really, in this situation, I wouldn't worry about job security... you make your own job security, so as long as you are prepared to work smart (not necessarily hard!), that shouldn't be an issue. What I would consider is what you care about. You're in a terrific situation since it's rather uncommon to receive an internship offer during the fall recruitment season, so that's just another plus.
Things to consider, if I were you...
- Do I care that one is closer than another? Is it exciting to live far away, or do I get homesick? This assumes that one is hundreds of miles away while the other would allow you to live at home.
- What are the hours like, and does that matter? I would imagine that the bank would require at least sixty hours a week, whereas the supply chain job would be closer to a standard 40-45 hour week.
- What do I want to do? Flip a coin... you'll know which side you want it to land on while it's in the air, and that tells you what you want.
A question I have for you is, when do you need to give these places a response? If they would allow it, I would absolutely go through spring recruitment. You could (potentially) find an even better fit and leverage existing offers to get more out of other companies. Of course, if you need to respond before February, then don't look a gift horse in the mouth.